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WELS.DE vs. CSSPX.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WELS.DE vs. CSSPX.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P Global Health Care ESG UCITS ETF EUR Acc (WELS.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WELS.DE achieves a -3.35% return, which is significantly lower than CSSPX.MI's 11.35% return.


WELS.DE

1D
2.97%
1M
3.85%
YTD
-3.35%
6M
-2.89%
1Y
7.18%
3Y*
2.22%
5Y*
10Y*

CSSPX.MI

1D
-0.13%
1M
4.38%
YTD
11.35%
6M
10.87%
1Y
25.56%
3Y*
18.86%
5Y*
14.77%
10Y*
14.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WELS.DE vs. CSSPX.MI - Yearly Performance Comparison


2026 (YTD)2025202420232022
WELS.DE
Amundi S&P Global Health Care ESG UCITS ETF EUR Acc
-3.35%1.05%7.20%2.33%4.02%
CSSPX.MI
iShares Core S&P 500 UCITS ETF USD (Acc)
11.35%4.27%33.76%22.03%-3.29%

Correlation

The correlation between WELS.DE and CSSPX.MI is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2022

0.47

The correlation between WELS.DE and CSSPX.MI shifts across timeframes, from 0.33 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WELS.DE vs. CSSPX.MI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WELS.DE
WELS.DE Risk / Return Rank: 1616
Overall Rank
WELS.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
WELS.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
WELS.DE Omega Ratio Rank: 1616
Omega Ratio Rank
WELS.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
WELS.DE Martin Ratio Rank: 1515
Martin Ratio Rank

CSSPX.MI
CSSPX.MI Risk / Return Rank: 7070
Overall Rank
CSSPX.MI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CSSPX.MI Sortino Ratio Rank: 6868
Sortino Ratio Rank
CSSPX.MI Omega Ratio Rank: 7171
Omega Ratio Rank
CSSPX.MI Calmar Ratio Rank: 7373
Calmar Ratio Rank
CSSPX.MI Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WELS.DE vs. CSSPX.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Health Care ESG UCITS ETF EUR Acc (WELS.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


WELS.DECSSPX.MIDifference
Sharpe ratioReturn per unit of total volatility

-1.76

Sortino ratioReturn per unit of downside risk

-2.22

Omega ratioGain probability vs. loss probability

1.09

1.41

-0.32

Calmar ratioReturn relative to maximum drawdown

0.56

3.59

-3.03

Martin ratioReturn relative to average drawdown

1.30

12.78

-11.49

WELS.DE vs. CSSPX.MI - Sharpe Ratio Comparison

The current WELS.DE Sharpe Ratio is 0.47, which is lower than the CSSPX.MI Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of WELS.DE and CSSPX.MI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


WELS.DECSSPX.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

2.24

-1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.93

-0.71

Drawdowns

WELS.DE vs. CSSPX.MI - Drawdown Comparison

The maximum WELS.DE drawdown since its inception was -23.13%, smaller than the maximum CSSPX.MI drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for WELS.DE and CSSPX.MI.


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Drawdown Indicators


WELS.DECSSPX.MIDifference

Max Drawdown

Largest peak-to-trough decline

-23.13%

-33.56%

+10.43%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-7.14%

-5.21%

Max Drawdown (3Y)

Largest decline over 3 years

-23.13%

-23.26%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-23.26%

Max Drawdown (10Y)

Largest decline over 10 years

-33.56%

Current Drawdown

Current decline from peak

-12.08%

-0.41%

-11.67%

Average Drawdown

Average peak-to-trough decline

-7.30%

-4.10%

-3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.34%

2.01%

+3.33%

Volatility

WELS.DE vs. CSSPX.MI - Volatility Comparison

Amundi S&P Global Health Care ESG UCITS ETF EUR Acc (WELS.DE) has a higher volatility of 5.27% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI) at 2.65%. This indicates that WELS.DE's price experiences larger fluctuations and is considered to be riskier than CSSPX.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WELS.DECSSPX.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

2.65%

+2.62%

Volatility (6M)

Calculated over the trailing 6-month period

10.22%

7.54%

+2.68%

Volatility (1Y)

Calculated over the trailing 1-year period

14.60%

11.46%

+3.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.59%

15.18%

-1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.59%

16.08%

-2.49%

WELS.DE vs. CSSPX.MI - Expense Ratio Comparison

WELS.DE has a 0.18% expense ratio, which is higher than CSSPX.MI's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

WELS.DE vs. CSSPX.MI - Dividend Comparison

Neither WELS.DE nor CSSPX.MI has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WELS.DE and CSSPX.MI have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSSPX.MI is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSSPX.MI is cheaper with a 0.07% expense ratio, compared with 0.18% for WELS.DE.

WELS.DE is categorized as Health & Biotech Equities, while CSSPX.MI is S&P 500. WELS.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Health Care, while CSSPX.MI tracks S&P 500 Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for WELS.DE and 0.07% for CSSPX.MI.

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